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I know this isn't confirmed, but they certainly seem to be hinting around that Smokey can only take the form of unburied dead bodies, and it seems like the Others are at least somewhat aware of this (they burn the bodies of their dead, they make a point of getting the Dharma folks to bury theirs.) So why don't they just bury John Locke instead of carrying him around in a big metal box? And why, exactly, does the Nemesis need John Locke's body to do anything?